江汉大学学报(自然科学版) ›› 2016, Vol. 44 ›› Issue (5): 407-410.doi: 10.16389/j.cnki.cn42-1737/n.2016.05.005

• 数学 • 上一篇    下一篇

二元加权相依随机变量和模型中的精确大偏差

于海芳,吴智华,王春光,刘明   

  1. 朝阳师范高等专科学校 数学计算机系,辽宁 朝阳 122000
  • 出版日期:2016-10-28 发布日期:2016-11-04
  • 作者简介:于海芳(1980—),女,讲师,硕士,研究方向:应用数学。
  • 基金资助:
    辽西北职业教育联盟2016年职业教育集团化办学专项研究课题项目(LM201620)

Precise Large Deviations of Sum of Random Variables in Binary Weighted Dependent Model

YU Haifang,WU Zhihua,WANG Chunguang,LIU Ming   

  1. Department of Mathematics and Computer,Chaoyang Teachers College,Chaoyang 122000,Liaoning,China
  • Online:2016-10-28 Published:2016-11-04

摘要: 随机变量序列和的精确大偏差由于具有精确刻画出随机变量序列尾概率的极限性态的功能,在很多领域都有重要的应用和研究价值。主要研究了长尾上带有二元加权相依模型中的随机变量和的精确大偏差,并得到了关于加权的非随机和和加权的随机和两种渐近结果。

关键词: 精确大偏差, 二元加权相依, 长尾, 随机变量

Abstract: The precise large deviations of the sequences of the sum of random variables can accurately depict the limit state of tail probability,and in many fields have important researching and using value. This paper studies the precise large deviations of the sum of random variables with the long tail in the binary weighted dependent model,and obtains two results about the non-random weighted sum Sn and random weighted sum SNt .

Key words: precise large deviation, binary weighted dependency, long tail, random variables

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